Topics in spectral analysis of large sample covariance matrices

Topics in spectral analysis of large sample covariance matrices

This thesis addresses two topics concerning spectral properties of sample covariance matrices when the data dimensionality M scales proportionally with the sample size N. In the first part, we consider the left and right singular vectors u_i and v_i of an M×N data matrix Y=Σ^(1/2) X. We establish th...

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書目詳細資料
主要作者:	Lin, Zeqin
其他作者:	Pan Guangming
格式:	Thesis-Doctor of Philosophy
語言:	English
出版:	Nanyang Technological University 2024
主題:	Mathematical Sciences Random matrix theory High dimensional statistics Sample covariance matrices
在線閱讀:	https://hdl.handle.net/10356/181489
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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